-33.3%
OKTA vs FDS
-29.0%
-4.3%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.0% |
| 7D | -2.4% | -14.0% | +11.6% | +6.3% |
| 30D | +13.0% | -6.2% | +19.3% | +17.3% |
| 3M | +41.7% | +10.2% | +31.5% | +30.5% |
| 6M | +105.9% | +27.4% | +78.5% | +74.1% |
| YTD | +92.6% | -9.3% | +101.8% | +98.9% |
| 1Y | +81.1% | -28.6% | +109.7% | +117.5% |
| 3Y | +84.8% | -36.8% | +121.7% | +132.9% |
| All | -33.3% | -29.0% | -4.3% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling